scientific article; zbMATH DE number 4199387

MaRDI QIDQ3350574zbMATH OpenFDO

Authors

Publication date 1989

zbMATH Keywords

autoregressive processesautoregressive time seriesestimation residualsGaussian time serieskurtosismodel checkingskewnessTests for departures from normalitytests for nonnormality

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(12)

• Studentized autoregressive time series residuals
• A new test for normality in linear autoregressive models
• Behaviour of skewness, kurtosis and normality tests in long memory data
• Testing for parameter constancy in non-Gaussian time series
• Testing Normality for Linear AR(p) Models
• Measures of multivariate skewness and kurtosis for tests of nonnormality
• Testing normality in autoregressive models
• A test of normality using nonparametrlic residuals
• Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality
• A SIMPLE TEST OF NORMALITY FOR TIME SERIES
• Testing normality in the time series of EMP indices: an application and power-comparison of alternative tests
• A divergence test for autoregressive time series models

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